Pages that link to "Item:Q377448"
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The following pages link to Variation and share-weighted variation swaps on time-changed Lévy processes (Q377448):
Displaying 5 items.
- Model-independent hedging strategies for variance swaps (Q693029) (← links)
- Variance swaps on time-changed Lévy processes (Q1761447) (← links)
- Volatility swaps valuation under stochastic volatility with jumps and stochastic intensity (Q2009351) (← links)
- Simplified stochastic calculus via semimartingale representations (Q2076652) (← links)
- Variance swaps on defaultable assets and market implied time-changes (Q2813077) (← links)